Projecting dynamic life tables using data cloning

DOI10.1007/978-3-319-50234-2_4zbMATH Open1383.62233OpenAlexW2776084372MaRDI QIDQ4609749FDOQ4609749

Authors: Andrés Benchimol, Irene Albarran, Pablo J. Alonso-González, J. M. Marín 

Publication date: 26 March 2018

Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-50234-2_4

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zbMATH Keywords

longevity riskpublic pensionsdynamic life tableslatent mortality factor

Mathematics Subject Classification ID

Reliability and life testing (62N05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Modeling and forecasting U.S. mortality. (With discussion)
• Bayesian data analysis.
• A Bayesian forecasting model: predicting U.S. male mortality
• Estimability and Likelihood Inference for Generalized Linear Mixed Models Using Data Cloning
• The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications

Cited In (2)

• Bayesian inference and data cloning in the calibration of population projection matrices
• Incorporating statistical clustering methods into mortality models to improve forecasting performances

Uses Software

• R
• BayesDA
• dclone

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